Statistics

Distance Weighted Discrimination

  • J. S. Marron
  • Michael J. Todd
    • Categories Second-Order Cone Programming, Statistics Tags ,

    High Dimension Low Sample Size statistical analysis is becoming increasingly important in a wide range of applied contexts. In such situations, it is seen that the popular Support Vector Machine suffers from “data piling” at the margin, which can diminish generalizability. This leads naturally to the development of Distance Weighted Discrimination, which is based on … Read more

    Bounds on measures satisfying moment conditions

  • Jean-Bernard Lasserre
    • Categories Semi-definite Programming, Statistics

    Given a semi algebraic set S of R^n we provide a numerical approximation procedure that yields upper and lower bounds on mu(S), for measures mu that satisfy some given moment conditions. The bounds are obtained as solutions of positive semidefinite programs that can be solved via standard software packages like the LMI MATLAB toolbox. Citation … Read more